+213.9%
CAT vs DLR
+35.0%
+178.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | +7.4% | +3.3% | +4.1% | +6.4% |
| 30D | -19.7% | +4.6% | -24.3% | -20.8% |
| 3M | -29.6% | -8.3% | -21.3% | -27.7% |
| 6M | -33.2% | -5.6% | -27.6% | -32.2% |
| YTD | +5.7% | +18.7% | -13.1% | +1.1% |
| 1Y | +9.3% | +17.1% | -7.7% | +5.0% |
| 3Y | +158.3% | +54.4% | +104.0% | +129.7% |
| All | +213.9% | +35.0% | +178.9% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling